+49.6%
PFE vs ACM
+147.1%
-97.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -1.6% |
| 7D | -4.7% | +6.9% | -11.6% | -6.0% |
| 30D | +3.4% | +19.1% | -15.7% | -0.3% |
| 3M | +9.2% | -6.9% | +16.2% | +10.4% |
| 6M | +15.8% | -12.0% | +27.8% | +18.0% |
| YTD | +23.4% | -25.1% | +48.6% | +29.6% |
| 1Y | +25.8% | -45.4% | +71.2% | +41.5% |
| 3Y | +17.8% | -6.9% | +24.8% | +16.6% |
| 5Y | -20.2% | +3.7% | -23.9% | -23.8% |
| 10Y | +49.6% | +135.8% | -86.2% | +15.6% |
| All | +49.6% | +147.1% | -97.5% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling